China Dongsheng International Stock Market Value
| CDSG Stock | USD 0 0.0002 13.33% |
| Symbol | China |
China Dongsheng 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to China Dongsheng's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of China Dongsheng.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in China Dongsheng on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding China Dongsheng International or generate 0.0% return on investment in China Dongsheng over 360 days. China Dongsheng is related to or competes with Embotelladora Andina, Signet International, National Beverage, Vita Coco, Coca Cola, Coca Cola, and Embotelladora Andina. China Dongsheng International, Inc. intends to acquire public and private companies that are engaged in the technology, ... More
China Dongsheng Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure China Dongsheng's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess China Dongsheng International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.87 | |||
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 99.43 | |||
| Value At Risk | (23.08) | |||
| Potential Upside | 31.25 |
China Dongsheng Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Dongsheng's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Dongsheng's standard deviation. In reality, there are many statistical measures that can use China Dongsheng historical prices to predict the future China Dongsheng's volatility.| Risk Adjusted Performance | 0.0215 | |||
| Jensen Alpha | 0.7643 | |||
| Total Risk Alpha | (2.61) | |||
| Sortino Ratio | 0.0086 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of China Dongsheng's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
China Dongsheng Inte Backtested Returns
China Dongsheng appears to be out of control, given 3 months investment horizon. China Dongsheng Inte secures Sharpe Ratio (or Efficiency) of 0.0286, which signifies that the company had a 0.0286% return per unit of risk over the last 3 months. By analyzing China Dongsheng's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of China Dongsheng's Downside Deviation of 17.87, mean deviation of 11.88, and Risk Adjusted Performance of 0.0215 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, China Dongsheng holds a performance score of 2. The firm shows a Beta (market volatility) of -4.06, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning China Dongsheng are expected to decrease by larger amounts. On the other hand, during market turmoil, China Dongsheng is expected to outperform it. Please check China Dongsheng's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether China Dongsheng's price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
China Dongsheng International has good predictability. Overlapping area represents the amount of predictability between China Dongsheng time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of China Dongsheng Inte price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current China Dongsheng price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
China Dongsheng Inte lagged returns against current returns
Autocorrelation, which is China Dongsheng pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting China Dongsheng's pink sheet expected returns. We can calculate the autocorrelation of China Dongsheng returns to help us make a trade decision. For example, suppose you find that China Dongsheng has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
China Dongsheng regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If China Dongsheng pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Dongsheng pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Dongsheng pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Dongsheng Lagged Returns
When evaluating China Dongsheng's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Dongsheng pink sheet have on its future price. China Dongsheng autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, China Dongsheng autocorrelation shows the relationship between China Dongsheng pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Dongsheng International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Pink Sheet
China Dongsheng financial ratios help investors to determine whether China Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in China with respect to the benefits of owning China Dongsheng security.